BookUpdatedCallbackPolicy Enumeration |
Policy of calling book updated events.
Namespace:
OnixS.CmeMdHandler
Assembly:
OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax public enum BookUpdatedCallbackPolicy
Members
| Member name | Value | Description |
---|
| CallBookUpdatedAfterEndOfQuotes | 0 |
Book updated events will be called after end-of-corresponding-quotes will be present
in tag MatchEventIndicator 5799.
Default value.
|
| CallBookUpdatedAfterEachIncrementalMessage | 1 |
Book updated events will be called after each incremental message. This will simulate Fix/Fast handler behavior.
Please note that in this mode sometimes book can be inconsistent.
|
See Also